I won a game by traveling. Here's how it went down:

I was playing A Knife in the Dark (two-handed and in campaign mode) and reached the final confrontation at Weathertop. Due to careful management of questing, threat, killing Ferny and sneaking around, I had only 3 Nazgul enter the staging area for the last fight (two Riders from Mordor and a Witch King). The Witch King went after Sam, who, boosted by hobbit cloak, his own ability and Arwen, bravely survived the attack. Fatty, armed with a Fast Hitch and Hobbit Cloak, bravely stood against the Riders from Mordor. However, one of the Riders got an annoying shadow card that sent him back into the staging area. When it came time to strike back, Merry used two Daggers and two Unseen Strikes and dispatched the Witch King, while Strider, Glorfindel and Haldir sent the Rider from Mordor to the discard pile. That left me with one more rider to dispatch, and hopefully only one more staging step to survive.

The staging area for the last turn contained Weather Hills, Two Pathless Countries, Weathertop and the Rider from Mordor. First encounter card was Chetwood (it boosts Spies), a nasty location early in this scenario but a great one to see now. Second encounter card was Piercing Cry (it brings Nazgul into play from the encounter deck or discard pile), which was no good at all. I exhausted the ring and hoped for the best, and I got Gildor! A great time for the elf to turn up. Resolving the quest and gaining meaningless progress, I moved to the travel phase for the win.

The text on Weather Hills states:
Response: After the players travel here, place 1 non-unique enemy in play facedown under this location, it is out of play (after you explore the location, the enemy comes back into play).

Since the the quest text states "if there are no Nazgul enemies in play, the players have won the game" I traveled to Weather Hills, put the Rider from Mordorl facedown under the location, removed him from play, had no more Nazgul in play, and snuck off to victory. A very Hobbit-like win!

Very nice! That's one of the great things about this game: the completely different experiences each time you play the same quest. I played through the Black Riders quests twice apiece and now it's time to bring the dwarves back to town and head into Moria again.

Bring on the dwarves. Who needs that guy Dain when you've got Thorin Oakenshield?